IDEAS home Printed from https://ideas.repec.org/f/pca899.html
   My authors  Follow this author

Jin Cao

Personal Details

First Name:Jin
Middle Name:
Last Name:Cao
Suffix:
RePEc Short-ID:pca899
[This author has chosen not to make the email address public]

Affiliation

Norges Bank

Oslo, Norway
http://www.norges-bank.no/

: +47 22 31 60 00
+47 22 41 31 05
Postboks 1179 Sentrum, 0107 Oslo
RePEc:edi:nbgovno (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jin Cao & Gerhard Illing, 2015. "Money in the equilibrium of banking," Working Paper 2015/22, Norges Bank.
  2. Cao, Jin & Chollete, Loran, 2014. "Capital Adequacy and Liquidity in Banking Dynamics: Theory and Regulatory Implications," UiS Working Papers in Economics and Finance 2014/16, University of Stavanger.
  3. Jin Cao & Lorán Chollete, 2013. "Central Banking and Financial Stability in the Long Run," CESifo Working Paper Series 4272, CESifo Group Munich.
  4. Jin Cao & Loran Chollete, 2013. "Monetary policy and financial stability in the long run," Working Paper 2013/21, Norges Bank.
  5. Jin Cao & Gerhard Illing, 2012. ""Interest Rate Trap", or: Why Does the Central Bank Keep the Policy Rate too Low for too Long Time?," CESifo Working Paper Series 3794, CESifo Group Munich.
  6. Jin Cao, 2011. "Illiquidity, insolvency, and banking regulation," Working Paper 2011/13, Norges Bank.
  7. Cao, Jin & Illing, Gerhard, 2011. "Endogenous exposure to systemic liquidity risk," Munich Reprints in Economics 19998, University of Munich, Department of Economics.
  8. Cao, Jin, 2010. "Three Essays on Liquidity Crisis, Monetary Policy, and Banking Regulation," Munich Dissertations in Economics 11161, University of Munich, Department of Economics.
  9. Cao, Jin & Illing, Gerhard, 2010. "Regulation of Systemic Liquidity Risk," Discussion Papers in Economics 11306, University of Munich, Department of Economics.
  10. Jin Cao & Gerhard Illing, 2009. "Endogenous Systemic Liquidity Risk," CESifo Working Paper Series 2627, CESifo Group Munich.
  11. Illing, Gerhard & Cao, Jin, 2007. "Liquidity Shortages and Monetary Policy," Discussion Papers in Economics 2008, University of Munich, Department of Economics.

Articles

  1. Jin Cao & Gerhard Illing, 2015. "“Interest Rate Trap”, or Why Does the Central Bank Keep the Policy Rate Too Low for Too Long?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 117(4), pages 1256-1280, October.
  2. Jin Cao & Gerhard Illing, 2011. "Endogenous Exposure to Systemic Liquidity Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 7(2), pages 173-216, June.
  3. Jin Cao & Gerhard Illing, 2010. "Regulation of systemic liquidity risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(1), pages 31-48, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jin Cao & Gerhard Illing, 2012. ""Interest Rate Trap", or: Why Does the Central Bank Keep the Policy Rate too Low for too Long Time?," CESifo Working Paper Series 3794, CESifo Group Munich.

    Cited by:

    1. Jin Cao & Lorán Chollete, 2013. "Central Banking and Financial Stability in the Long Run," CESifo Working Paper Series 4272, CESifo Group Munich.
    2. Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers 201317, ROME Network.

  2. Cao, Jin & Illing, Gerhard, 2011. "Endogenous exposure to systemic liquidity risk," Munich Reprints in Economics 19998, University of Munich, Department of Economics.

    Cited by:

    1. Mark A. Carlson, 2013. "Lessons from the historical use of reserve requirements in the United States to promote bank liquidity," Finance and Economics Discussion Series 2013-11, Board of Governors of the Federal Reserve System (U.S.).
    2. Jin Cao & Gerhard Illing, 2015. "Money in the Equilibrium of Banking," ISER Discussion Paper 0951, Institute of Social and Economic Research, Osaka University.
    3. ALLEN, Franklin & CARLETTI, Elena & GALE, Douglas, 2012. "Money, Financial Stability and Efficiency," Economics Working Papers ECO2012/16, European University Institute.
    4. Diana Bonfim & Moshe Kim, 2012. "Systemic Liquidity Risk," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
    5. Khemais Zaghdoudi & Abdelaziz Hakimi, 2017. "The Determinants of Liquidity Risk: Evidence from Tunisian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-5.
    6. Aleksandra Maslowska-Jokinen & Anna MatysekJedrych, 2016. "Post-Crisis Regulatory and Supervisory Arrangements – The New ‘Old’ Central Banking," BAFFI CAREFIN Working Papers 1632, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    7. Diana Bonfim & Moshe Kim, 2012. "Liquidity risk in banking: is there herding?," Working Papers w201218, Banco de Portugal, Economics and Research Department.
    8. Douglas Gale, 2015. "Regulation and Sausages," Manchester School, University of Manchester, vol. 83, pages 1-26, December.

  3. Cao, Jin & Illing, Gerhard, 2010. "Regulation of Systemic Liquidity Risk," Discussion Papers in Economics 11306, University of Munich, Department of Economics.

    Cited by:

    1. Nina Boyarchenko & Tobias Adrian, 2014. "Liquidity Policies and Systemic Risk," 2014 Meeting Papers 720, Society for Economic Dynamics.
    2. Diana Bonfim & Moshe Kim, 2012. "Systemic Liquidity Risk," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
    3. de la Torre, Augusto & Ize, Alain, 2013. "The foundations of macroprudential regulation : a conceptual roadmap," Policy Research Working Paper Series 6575, The World Bank.
    4. Diana Bonfim & Moshe Kim, 2012. "Liquidity risk in banking: is there herding?," Working Papers w201218, Banco de Portugal, Economics and Research Department.
    5. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

  4. Jin Cao & Gerhard Illing, 2009. "Endogenous Systemic Liquidity Risk," CESifo Working Paper Series 2627, CESifo Group Munich.

    Cited by:

    1. Jobst, Andreas A., 2014. "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.

  5. Illing, Gerhard & Cao, Jin, 2007. "Liquidity Shortages and Monetary Policy," Discussion Papers in Economics 2008, University of Munich, Department of Economics.

    Cited by:

    1. Nicolas Moumni & Benaissa Nahhal, 2014. "Impact of Liquidity Level on the Monetary Policy Transmission Effectiveness of the Moroccan Central Bank (Bank Al Maghrib)," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 801-818.
    2. Cao, Jin & Illing, Gerhard, 2008. "Endogenous Systemic Liquidity Risk," Discussion Papers in Economics 3358, University of Munich, Department of Economics.
    3. Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series 1008, European Central Bank.

Articles

  1. Jin Cao & Gerhard Illing, 2015. "“Interest Rate Trap”, or Why Does the Central Bank Keep the Policy Rate Too Low for Too Long?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 117(4), pages 1256-1280, October.

    Cited by:

    1. Chen, Minghua & Wu, Ji & Jeon, Bang Nam & Wang, Rui, 2017. "Monetary policy and bank risk-taking: Evidence from emerging economies," Emerging Markets Review, Elsevier, vol. 31(C), pages 116-140.
    2. Gilbert COLLETAZ & Grégory LEVIEUGE & Alexandra POPESCU, 2016. "Monetary Policy and Long-Run Risk-Taking," LEO Working Papers / DR LEO 2409, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    3. Colletaz, Gilbert & Levieuge, Grégory & Popescu, Alexandra, 2018. "Monetary policy and long-run systemic risk-taking," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 165-184.
    4. Cao, Jin & Chollete, Lorán, 2017. "Monetary policy and financial stability in the long run: A simple game-theoretic approach," Journal of Financial Stability, Elsevier, vol. 28(C), pages 125-142.

  2. Jin Cao & Gerhard Illing, 2011. "Endogenous Exposure to Systemic Liquidity Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 7(2), pages 173-216, June.
    See citations under working paper version above.
  3. Jin Cao & Gerhard Illing, 2010. "Regulation of systemic liquidity risk," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(1), pages 31-48, March.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (8) 2007-08-08 2010-01-23 2010-02-27 2010-07-17 2013-08-31 2014-11-17 2016-01-03 2016-02-12. Author is listed
  2. NEP-MAC: Macroeconomics (6) 2007-08-08 2008-04-29 2010-01-23 2010-02-27 2013-08-31 2014-11-17. Author is listed
  3. NEP-MON: Monetary Economics (5) 2007-08-08 2010-07-17 2013-08-31 2016-01-03 2016-02-12. Author is listed
  4. NEP-CBA: Central Banking (4) 2007-08-08 2010-07-17 2013-08-31 2014-11-17
  5. NEP-RMG: Risk Management (4) 2008-04-29 2010-01-23 2010-02-27 2014-11-17
  6. NEP-REG: Regulation (3) 2010-01-23 2010-02-27 2010-07-17
  7. NEP-BEC: Business Economics (2) 2010-01-23 2010-02-27
  8. NEP-CFN: Corporate Finance (1) 2014-11-17
  9. NEP-CTA: Contract Theory & Applications (1) 2008-04-29
  10. NEP-FMK: Financial Markets (1) 2008-04-29

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jin Cao should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.